+6,592.2%
MCD vs SONY
+609.1%
+5,983.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.9% | +6.1% | -0.1% | +4.9% |
| 30D | +19.6% | +12.2% | +7.5% | +17.3% |
| 3M | +3.3% | +15.3% | -12.1% | +0.7% |
| 6M | +3.5% | +34.3% | -30.8% | -1.8% |
| YTD | -6.1% | +5.7% | -11.8% | -7.4% |
| 1Y | -3.7% | -2.3% | -1.3% | -3.8% |
| 3Y | +13.4% | +67.1% | -53.8% | +1.8% |
| 5Y | +25.2% | +13.0% | +12.2% | +18.7% |
| 10Y | +211.3% | +372.1% | -160.8% | +127.8% |
| All | +6,592.2% | +609.1% | +5,983.1% | +3,276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling